+194.8%
COHR vs FLEX
+102.8%
+91.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.5% | +5.1% | +5.6% |
| 7D | +1.0% | -0.9% | +1.8% | +1.6% |
| 30D | -14.1% | -10.1% | -4.0% | -6.9% |
| 3M | -33.2% | -31.3% | -1.8% | -14.4% |
| 6M | +2.5% | +71.3% | -68.7% | -33.9% |
| YTD | +52.7% | +81.2% | -28.5% | -5.1% |
| 1Y | +194.8% | +98.5% | +96.3% | +68.2% |
| All | +194.8% | +102.8% | +91.9% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FLEX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling